PREVIEW / futures_30min / 2016-11-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-22.parquet
  size:    81 KB
  rows:    3,044

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2016-11-22 00:00:00	ES	Futures	2395.38	2396.47	2395.11	2395.11	2148.0
2016-11-22 00:30:00	ES	Futures	2395.11	2396.47	2395.11	2395.66	2153.0
2016-11-22 01:00:00	ES	Futures	2395.66	2395.93	2395.11	2395.38	1591.0
2016-11-22 01:30:00	ES	Futures	2395.38	2395.93	2394.84	2395.38	1679.0
2016-11-22 02:00:00	ES	Futures	2395.38	2396.2	2394.57	2395.66	3151.0
2016-11-22 02:30:00	ES	Futures	2395.38	2396.47	2394.84	2395.93	4315.0
2016-11-22 03:00:00	ES	Futures	2395.93	2397.02	2395.38	2396.2	10703.0
2016-11-22 03:30:00	ES	Futures	2395.93	2396.47	2394.84	2395.11	7439.0
2016-11-22 04:00:00	ES	Futures	2395.11	2395.38	2393.75	2395.38	6251.0
2016-11-22 04:30:00	ES	Futures	2395.38	2395.38	2394.3	2394.57	4162.0
2016-11-22 05:00:00	ES	Futures	2394.3	2394.57	2392.66	2394.57	6595.0
2016-11-22 05:30:00	ES	Futures	2394.57	2394.57	2392.93	2393.21	4082.0
2016-11-22 06:00:00	ES	Futures	2393.21	2393.75	2392.39	2392.93	3634.0
2016-11-22 06:30:00	ES	Futures	2392.93	2393.48	2392.39	2393.21	3012.0
2016-11-22 07:00:00	ES	Futures	2393.48	2393.75	2392.12	2392.66	6940.0
2016-11-22 07:30:00	ES	Futures	2392.66	2393.48	2392.39	2392.66	5658.0
2016-11-22 08:00:00	ES	Futures	2392.66	2392.66	2390.76	2391.85	15823.0
2016-11-22 08:30:00	ES	Futures	2391.57	2392.93	2390.76	2391.57	11698.0
2016-11-22 09:00:00	ES	Futures	2391.57	2394.3	2391.57	2394.02	24726.0
2016-11-22 09:30:00	ES	Futures	2394.3	2395.38	2392.12	2394.02	149974.0
2016-11-22 10:00:00	ES	Futures	2393.48	2395.38	2392.12	2392.66	82914.0
2016-11-22 10:30:00	ES	Futures	2392.66	2393.48	2389.67	2390.49	92822.0
2016-11-22 11:00:00	ES	Futures	2390.21	2391.3	2387.77	2387.77	77325.0
2016-11-22 11:30:00	ES	Futures	2387.77	2388.58	2385.32	2386.4	90442.0
2016-11-22 12:00:00	ES	Futures	2386.4	2388.85	2385.32	2388.58	51791.0
2016-11-22 12:30:00	ES	Futures	2388.58	2389.4	2388.04	2388.85	35974.0
2016-11-22 13:00:00	ES	Futures	2388.85	2391.3	2388.85	2389.94	32932.0
2016-11-22 13:30:00	ES	Futures	2390.21	2391.03	2389.67	2389.67	30872.0
2016-11-22 14:00:00	ES	Futures	2389.94	2390.76	2388.85	2390.21	54356.0
2016-11-22 14:30:00	ES	Futures	2389.94	2393.75	2389.94	2392.12	82282.0
2016-11-22 15:00:00	ES	Futures	2392.12	2393.75	2392.12	2393.21	54449.0
2016-11-22 15:30:00	ES	Futures	2393.21	2397.29	2392.93	2394.02	157392.0
2016-11-22 16:00:00	ES	Futures	2394.3	2396.2	2394.02	2395.11	64523.0
2016-11-22 16:30:00	ES	Futures	2394.84	2396.47	2394.84	2395.93	6801.0
2016-11-22 18:00:00	ES	Futures	2395.66	2395.93	2394.57	2395.11	2232.0
2016-11-22 18:30:00	ES	Futures	2395.11	2395.38	2394.02	2394.3	1845.0
2016-11-22 19:00:00	ES	Futures	2394.02	2395.11	2394.02	2394.84	1426.0
2016-11-22 19:30:00	ES	Futures	2394.84	2395.11	2394.3	2394.57	815.0
2016-11-22 20:00:00	ES	Futures	2394.57	2395.11	2394.3	2394.57	1241.0
2016-11-22 20:30:00	ES	Futures	2394.57	2396.2	2394.57	2395.93	2845.0
2016-11-22 21:00:00	ES	Futures	2396.2	2397.02	2395.38	2396.47	1953.0
2016-11-22 21:30:00	ES	Futures	2396.47	2397.29	2396.47	2396.74	1691.0
2016-11-22 22:00:00	ES	Futures	2396.74	2397.02	2396.47	2396.47	697.0
2016-11-22 22:30:00	ES	Futures	2396.74	2396.74	2395.38	2395.38	1698.0
2016-11-22 23:00:00	ES	Futures	2395.66	2395.66	2394.84	2394.84	1364.0
2016-11-22 23:30:00	ES	Futures	2394.84	2395.38	2394.84	2394.84	988.0
2016-11-22 00:00:00	NQ	Futures	5821.41	5823.5	5821.11	5821.41	253.0
2016-11-22 00:30:00	NQ	Futures	5821.11	5822.9	5820.51	5821.71	343.0
2016-11-22 01:00:00	NQ	Futures	5821.71	5822.6	5821.11	5821.71	296.0
2016-11-22 01:30:00	NQ	Futures	5821.71	5822.6	5820.81	5821.41	200.0

> showing 50 of 3,044 rows — these rows as CSV

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